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Asset market equilibrium with short-selling and differential information Author info | Abstract | Publisher info | Download info | Related research | Statistics Wassim Daher ()
V. Martins-da-Rocha ()
Yiannis Vailakis ()
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Article provided by Springer in its journal Economic Theory .
Volume (Year): 32 (2007)
Issue (Month): 3 (September)
Pages: 425-446
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Handle: RePEc:spr:joecth:v:32:y:2007:i:3:p:425-446Contact details of provider: Web page: http://link.springer.de/link/service/journals/00199/index.htm
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Keywords: Asset market ; Differential information ; Competitive equilibrium ; C61 ; C62 ; D51 ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Duffie, J Darrell & Huang, Chi-fu, 1985.
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Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005.
"Asset market equilibrium with short-selling and differential information ,"
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Dana, R.-A. & Le Van, C. & Magnien, F., 1999.
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Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005.
"Asset market equilibrium with short-selling and differential information ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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"Edgeworth and Walras equilibria of an arbitrage-free exchange economy ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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Allouch, N. & Florenzano, M., 2000.
"Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy ,"
Papiers d'Economie Mathématique et Applications
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Koutsougeras, Leonidas C & Yannelis, Nicholas C, 1993.
"Incentive Compatibility and Information Superiority of the Core of an Economy with Differential Information ,"
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Aliprantis, Charalambos D., 1997.
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Dr. Peter Kenning & Hilke Plassmann, 2004.
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Hammond, Peter J., 1983.
"Overlapping expectations and Hart's conditions for equilibrium in a securities model ,"
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Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Carlos Hervés-Beloso & V. Martins-da-Rocha & Paulo Monteiro, 2009.
"Equilibrium theory with asymmetric information and infinitely many states ,"
Economic Theory ,
Springer, vol. 38(2), pages 295-320, February.
[Downloadable!] (restricted)
Other versions: Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007.
"Asset market equilibrium with short-selling and differential information ,"
Economic Theory ,
Springer, vol. 32(3), pages 425-446, September.
[Downloadable!] (restricted)
Other versions: João Correia-da-Silva & Carlos Hervés-Beloso, 2009.
"Prudent expectations equilibrium in economies with uncertain delivery ,"
Economic Theory ,
Springer, vol. 39(1), pages 67-92, April.
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Other versions: Martins-da-Rocha, V. F. & Angeloni, Laura, 2008.
"Large economies with differential information but without free disposal ,"
Economics Working Papers (Ensaios Economicos da EPGE)
671, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Laura Angeloni & V. Martins-da-Rocha, 2009.
"Large economies with differential information and without free disposal ,"
Economic Theory ,
Springer, vol. 38(2), pages 263-286, February.
[Downloadable!] (restricted)
Angeloni, Laura & Martins-da-Rocha, V. F., 2007.
"Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility ,"
Economics Working Papers (Ensaios Economicos da EPGE)
647, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
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